摘要
对于由两个误差项相关的线性回归方程组成的SUR系统,通常地根据以往的知识经验可以获得有关未知参数β的一些信息,该文就是在线性约束r=Rβ下,讨论SUR系统的协方差改进估计序列及两步协方差改进估计序列的收敛性问题.
For a Seemingly Unrelated Regression with tow linear regression models, we can usually obtain some information about unknown parameter according to past knowledge experience.In this paper we try to obtain the covariance-improved estimator sequence and the convergence of two-stage covariance-improved estimator sequence.
出处
《广西师范学院学报(自然科学版)》
2005年第1期27-30,34,共5页
Journal of Guangxi Teachers Education University(Natural Science Edition)
关键词
线性约束
协方差改进估计
两步估计
MDE准则
linear restriction
covariance-improved estimator
two-stage estimator
MDE criterion